Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Probit and fixed effects

From   "Eduardo Nakasone" <[email protected]>
To   <[email protected]>
Subject   st: Probit and fixed effects
Date   Mon, 30 Jun 2003 17:58:20 -0500

I have some troubles calculating fixed effects in a probit model. Stata
reference manual states "there is no command for a conditional probit
fixed-effects model, as there does not exist a sufficient statistic allowing
the fixed effects to be conditioned out of the likelihood. Unconditional
fixed-effects probit models may be estimated with the probit command with
indicator variables for the panels... However, unconditional fixed
fixed-effect estimates are biased".

I would like to know if other available methods (besides Maximum Likelihood)
are suitable to calculate fixed effects in probit models. I have heard about
GLLAMM (Generalized Linear Latent and Mixed Models), but I would like to
know if this method is suitable for my purposes.

Furthermore, I would like to know if it is possible to calculate marginal
effects in a fixed-effects probit model.



*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index